+379.9%
CSCO vs IQV
+242.6%
+137.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.6% | +3.8% |
| 7D | +2.7% | -2.2% | +4.9% | +3.4% |
| 30D | -9.5% | +8.3% | -17.8% | -11.8% |
| 3M | -7.6% | +44.6% | -52.2% | -18.6% |
| 6M | +44.9% | +52.6% | -7.7% | +24.3% |
| YTD | +47.7% | +16.1% | +31.6% | +37.6% |
| 1Y | +69.1% | +37.3% | +31.8% | +47.8% |
| 3Y | +113.5% | +21.6% | +92.0% | +87.5% |
| 5Y | +122.8% | +0.5% | +122.3% | +106.3% |
| All | +379.9% | +242.6% | +137.4% | +178.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IQV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling